Senior Quantitative Modeler - Fayetteville North Carolina

Company: VirtualVocations
Location: Fayetteville, North Carolina
Posted On: 01/29/2025

A company is looking for a Sr. Quantitative Loss Forecasting Modeler to analyze credit and prepayment risk and support financial planning.



Key Responsibilities

Implement models for loan loss allowance, CECL, stress testing, and prepayment for various loan products
Maintain documentation for key processes and model components, ensuring compliance with model risk management and regulatory requirements
Monitor performance of quantitative models and support independent model validation efforts


Required Qualifications

7+ years of experience in quantitative modeling, development, or implementation
Experience in PD/LGD/EAD framework is highly desired
Proficiency in SAS, R, Python, and experience with large datasets
Extensive experience with various statistical and machine learning techniques
Master's Degree in a Quantitative Field such as Statistics, Mathematics, or Finance More...

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